000			01400nam a22002177a 4500
999			_c4929 _d4929
005			20230125153711.0
008			230125b ||||| |||| 00| 0 eng d
020			_a9781349512997
082			_a332.1068 _bBAN
100			_aBanks, Erik _911614
245			_aThe credit risk of complex derivatives
260			_bPalgrave Macmillan _aSwitzerland _c2004
300			_axix, 556 p.
365			_a79.99 _bEURO
520			_aAbout this book Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives has gone through a period of dramatic change - in the external operating environment, product and market characteristic and risk management techniques. In the light of these changes, the text has been substantially reorganized, updated and expanded. Several new chapters have been added including: * Derivative losses * Risk governance and risk management efforts * Regulatory initiatives and advances * Credit risk portfolio models Aimed at clients, intermediaries and regulators, this edition will be focused clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.
650			_aDerivative securities _9463
650			_aRisk management _9177
650			_aOptions (Finance) _95286
650			_aStock options _98464
942			_2ddc _cBK